论文标题
关于根屏障的连续性
On the Continuity of the Root Barrier
论文作者
论文摘要
我们表明，root对Skorokhod嵌入问题的解决方案中的屏障函数在目标度量没有原子的每个点是连续的，并且其绝对连续的部分远离零。
We show that the barrier function in Root's solution to the Skorokhod embedding problem is continuous and finite at every point where the target measure has no atom and its absolutely continuous part is locally bounded away from zero.
